+17.3%
OXY vs CMS
+140.2%
-122.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +4.2% | +1.7% | +2.5% | +3.6% |
| 30D | -4.3% | +6.2% | -10.5% | -6.3% |
| 3M | +2.3% | +0.6% | +1.7% | +1.9% |
| 6M | +5.5% | -1.8% | +7.3% | +5.7% |
| YTD | +44.9% | +3.8% | +41.0% | +42.1% |
| 1Y | +42.6% | -1.8% | +44.4% | +42.5% |
| 3Y | +0.7% | +39.8% | -39.1% | -12.4% |
| 5Y | +96.9% | +37.1% | +59.7% | +69.5% |
| All | +17.3% | +140.2% | -122.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling